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In this work, we study dynamic programming (DP) algorithms for partially observable Markov decision processes with jointly continuous and discrete state-spaces. We consider a class of stochastic systems which have coupled discrete and…

Optimization and Control · Mathematics 2019-03-07 Donghwan Lee , Niao He , Jianghai Hu

In this work, we study the problem of actively classifying the attributes of dynamical systems characterized as a finite set of Markov decision process (MDP) models. We are interested in finding strategies that actively interact with the…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Bo Wu , Niklas Lauffer , Mohamadreza Ahmadi , Suda Bharadwaj , Zhe Xu , Ufuk Topcu

We study the convergence of Markov Decision Processes made of a large number of objects to optimization problems on ordinary differential equations (ODE). We show that the optimal reward of such a Markov Decision Process, satisfying a…

Artificial Intelligence · Computer Science 2011-05-20 Nicolas Gast , Bruno Gaujal , Jean-Yves Le Boudec

We consider Markov decision processes (MDPs) which are a standard model for probabilistic systems. We focus on qualitative properties for MDPs that can express that desired behaviors of the system arise almost-surely (with probability 1) or…

Logic in Computer Science · Computer Science 2014-05-06 Krishnendu Chatterjee , Martin Chmelik , Przemyslaw Daca

In this paper we present the verification of an imperative implementation of the ubiquitous B+-tree data structure in the interactive theorem prover Isabelle/HOL. The implementation supports membership test, insertion and range queries with…

Logic in Computer Science · Computer Science 2022-08-22 Niels Mündler , Tobias Nipkow

A novel data-driven method for formal verification is proposed to study complex systems operating in safety-critical domains. The proposed approach is able to formally verify discrete-time stochastic dynamical systems against temporal logic…

Systems and Control · Electrical Eng. & Systems 2024-03-11 Zhi Zhang , Chenyu Ma , Saleh Soudijani , Sadegh Soudjani

We consider lexicographic bi-objective problems on Markov Decision Processes (MDPs), where we optimize one objective while guaranteeing optimality of another. We propose a two-stage technique for solving such problems when the objectives…

Computer Science and Game Theory · Computer Science 2023-08-17 Damien Busatto-Gaston , Debraj Chakraborty , Anirban Majumdar , Sayan Mukherjee , Guillermo A. Pérez , Jean-François Raskin

We propose a novel approach to interactive theorem-proving (ITP) using deep reinforcement learning. The proposed framework is able to learn proof search strategies as well as tactic and arguments prediction in an end-to-end manner. We…

Machine Learning · Computer Science 2021-06-18 Minchao Wu , Michael Norrish , Christian Walder , Amir Dezfouli

Algorithms developed under stationary Markov Decision Processes (MDPs) often face challenges in non-stationary environments, and infinite-horizon formulations may not directly apply to finite-horizon tasks. To address these limitations, we…

Machine Learning · Computer Science 2025-12-03 Zhizuo Chen , Theodore T. Allen

We consider non-standard Markov Decision Processes (MDPs) where the target function is not only a simple expectation of the accumulated reward. Instead, we consider rather general functionals of the joint distribution of terminal state and…

Optimization and Control · Mathematics 2025-10-16 Nicole Bäuerle , Tamara Göll , Anna Jaśkiewicz

We present the first finite-sample analysis of policy evaluation in robust average-reward Markov Decision Processes (MDPs). Prior work in this setting have established only asymptotic convergence guarantees, leaving open the question of…

Machine Learning · Statistics 2025-12-11 Yang Xu , Washim Uddin Mondal , Vaneet Aggarwal

While learning in an unknown Markov Decision Process (MDP), an agent should trade off exploration to discover new information about the MDP, and exploitation of the current knowledge to maximize the reward. Although the agent will…

Machine Learning · Computer Science 2020-07-16 Evrard Garcelon , Mohammad Ghavamzadeh , Alessandro Lazaric , Matteo Pirotta

Verification theorems are key results to successfully employ the dynamic programming approach to optimal control problems. In this paper we introduce a new method to prove verification theorems for infinite dimensional stochastic optimal…

Optimization and Control · Mathematics 2018-05-01 Salvatore Federico , Fausto Gozzi

Markov Decision Processes (MDP) is an useful framework to cast optimal sequential decision making problems. Given any MDP the aim is to find the optimal action selection mechanism i.e., the optimal policy. Typically, the optimal policy…

Systems and Control · Computer Science 2014-03-18 Chandrashekar Lakshminarayanan , Shalabh Bhatnagar

This paper investigates natural conditions for the existence of optimal policies for a Markov decision process with incomplete information (MDPII) and with expected total costs. The MDPII is the classic model of a controlled stochastic…

Optimization and Control · Mathematics 2021-09-30 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

In this paper, we consider algorithms to decide the existence of strategies in MDPs for Boolean combinations of objectives. These objectives are omega-regular properties that need to be enforced either surely, almost surely, existentially,…

Logic in Computer Science · Computer Science 2020-04-30 Raphaël Berthon , Shibashis Guha , Jean-François Raskin

We use one-step conditional risk mappings to formulate a risk averse version of a total cost problem on a controlled Markov process in discrete time infinite horizon. The nonnegative one step costs are assumed to be lower semi-continuous…

Optimization and Control · Mathematics 2018-06-05 Kerem Ugurlu

LF is a dependent type theory in which many other formal systems can be conveniently embedded. However, correct use of LF relies on nontrivial metatheoretic developments such as proofs of correctness of decision procedures for LF's…

Logic in Computer Science · Computer Science 2010-05-04 Christian Urban , James Cheney , Stefan Berghofer

In this paper, we explore lifting Markov Decision Processes (MDPs) to the space of probability measures and consider the so-called measurized MDPs: deterministic processes where states are probability measures on the original state space,…

Optimization and Control · Mathematics 2026-04-09 Daniel Adelman , Alba V. Olivares-Nadal

There are two primary approaches to solving Markov decision problems (MDPs): dynamic programming based on the Bellman equation and linear programming (LP). Dynamic programming methods are the most widely used and form the foundation of both…

Artificial Intelligence · Computer Science 2026-02-24 Donghwan Lee , Hyukjun Yang , Bum Geun Park